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Shanglin Lu

Renmin University of China (from arXiv:2002.04101, 2020) · ORCID · OpenAlex

8 papers in scope · 7 published · 1 on the econ.EM arXiv · 95 citations · h-index 5 (over the papers listed here)

Papers

(1 of 8)

Measuring firm-level manager risk perception
published2024 · Finance research letters · 2 citations
with He Yu, Zhenya Liu, Ran Wei
Finance research letters
Local media sentiment towards pollution and its effect on corporate green innovation
published2024 · International Review of Financial Analysis · 47 citations
with He Yu, Ran Wei, Shixuan Wang
International Review of Financial Analysis
Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
published2024 · Journal of Business and Economic Statistics · 5 citations
with Lajos Horváth, Piotr Kokoszka
Journal of Business and Economic Statistics
Time series momentum and reversal: Intraday information from realized semivariance
published2023 · Journal of Empirical Finance · 11 citations · first circulated 2020
with Zhenya Liu, Bo Li, Shixuan Wang
Journal of Empirical Finance
Asymmetry, tail risk and time series momentum
published2021 · International Review of Financial Analysis · 9 citations · first circulated 2020
with Zhenya Liu, Shixuan Wang
International Review of Financial Analysis
SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
published2021 · Econometric Theory · 16 citations
with Lajos Horváth, Zhenya Liu
Econometric Theory
Trading signal, functional data analysis and time series momentum
published2021 · Finance research letters · 5 citations
with Sabri Boubaker, Zhenya Liu, Yifan Zhang
Finance research letters
Sequential Monitoring of Changes in Housing Prices
working paper2020 · arXiv
with Lajos Horváth, Zhenya Liu
Paper profile arXiv arXiv:2002.04101

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.